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Trade: WAVES/USDT/480/BBL/KCB/6102

Strategy
WAVES/USDT/480/BBL/KCB/6102
Pair
WAVES_USDT
Interval
8h
Score
590280
Daily Profit
0.275870
Profit Factor
3.824112
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484070.5994 545394.229 -61323.6297 -57702.3294 4105629.0207 -4163331.35
Total P&L (%) 484.0706 545.3942 -61.3236 -57.7023 4105.629 -4163.3314
Avg Daily Profit (%) 0.2449 0.2759 -0.031 -0.0435 0.1893 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210269 -106432 -116428 -6309322 -1057904 -5883714
Profit Factor 1.9982 3.8241 0.7898 0.9937 3.046 0.4233
Total Trades 65 32 33 65 32 33
Winning Trades 33 18 15 33 18 15
Losing Trades 32 14 18 32 14 18
Profitability (%) 50.7692 56.25 45.4545 50.7692 56.25 45.4545
Ratio Avg Win / Avg Loss 1.9377 2.9743 0.9478 0.9636 2.3691 0.508
Largest Winning Trade 179462 179462 41080 2468187 2468187 1578930
Largest Losing Trade -95333 -95333 -88111 -4939478 -1057904 -4939478
Avg Bars in Trades 72 127 18 72 127 18
Avg Bars in Winners 61 97 16 61 97 16
Avg Bars in Losers 83 166 19 83 166 19
Bars Traded 4685 4090 595 4685 4090 595
Profit Streak 545.9637 0 561.9637 545.9637 0 561.9637
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123515 590280 -581709 -716094 523545 -581709

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551542400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870467140,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.44965
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            484070.5993926212,
            545394.2290434985,
            -61323.6296508771,
            -57702.3293652108,
            4105629.020658198,
            -4163331.350023408
        ],
        [
            484.070599,
            545.394229,
            -61.32363,
            -57.702329,
            4105.629021,
            -4163.33135
        ],
        [
            0.244851,
            0.27587,
            -0.031019,
            -0.043513,
            0.189304,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210269,
            -106432,
            -116428,
            -6309322,
            -1057904,
            -5883714
        ],
        [
            1.998232,
            3.824112,
            0.789849,
            0.993746,
            3.045974,
            0.423327
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            50.769231,
            56.25,
            45.454545,
            50.769231,
            56.25,
            45.454545
        ],
        [
            1.937679,
            2.97431,
            0.947819,
            0.963632,
            2.369091,
            0.507992
        ],
        [
            179462,
            179462,
            41080,
            2468187,
            2468187,
            1578930
        ],
        [
            -95333,
            -95333,
            -88111,
            -4939478,
            -1057904,
            -4939478
        ],
        [
            72,
            127,
            18,
            72,
            127,
            18
        ],
        [
            61,
            97,
            16,
            61,
            97,
            16
        ],
        [
            83,
            166,
            19,
            83,
            166,
            19
        ],
        [
            4685,
            4090,
            595,
            4685,
            4090,
            595
        ],
        [
            545.96374,
            0,
            561.96374,
            545.96374,
            0,
            561.96374
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123515,
            590280,
            -581709,
            -716094,
            523545,
            -581709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551542400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870467140,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.44965
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)